+101.3%
NOK vs GPC
+29.0%
+72.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.8% |
| 7D | +7.3% | +0.2% | +7.1% | +7.1% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | -27.0% | +39.2% | -66.2% | -33.6% |
| 6M | +37.6% | +18.2% | +19.4% | +30.9% |
| YTD | +64.6% | +12.1% | +52.5% | +56.8% |
| 1Y | +132.0% | -0.7% | +132.7% | +130.4% |
| 3Y | +183.7% | -1.7% | +185.3% | +175.2% |
| 5Y | +101.3% | +29.3% | +72.0% | +60.8% |
| All | +101.3% | +29.0% | +72.2% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling